Magical effects that gave bonuses to skills were lost when we converted to the new skill system several months ago. They are now all fixed again, giving the bonuses to the appropriate skills at the appropriate levels. Hoorah!

Let's say that you have one of those obsidian mortars that grant a bonus to alchemy. Let's also assume that you don't have more than the maximum number of magical items in use/worn (which is a max of 4).

While you are holding the mortar, you gain the bonus to your alchemy skill (which shows up under Skills). When you are not holding it, you don't have the bonus. To look at your non-bonused skills, remove and put away any magical items that grant bonuses.

I think you were also reporting a bug, that I just fixed a moment ago, in which it wasn't adding the right amount to each skill. It should be fine now, though.